For those developing on Windows, I have submitted an OpenCL SDK package for Vcpkg, an invaluable tool for cross-platform developers living on Windows. The set of clMath libraries are also on the way. (clFFT and clBLAS are already in there)
TL;DR: Vcpkg is a package manager written in CMake and aims at providing an extensive repo of open-source libraries with proper dependency tracking. When a new version of your library comes out (and the maintainer updates the port file), or you update MSVC, all you have to to is issue "vcpkg.exe upgrade" and all of your libraries are rebuilt with the new compiler and they are updated as neccessary.
The OpenCL SDK package fetches the latest sources of the OpenCL ICD found in the Khronos repository on Github, fetches the latest C headers and the latest C++ headers, all from 3 different repos. Compiles the ICD from source and installs the .lib and the headers. If you used to download AMD APP SDK solely for the OpenCL development files, this has far less of an impact on disk space. Visual Studio (and VS Code) integration is superb for both MSBuild and CMake projects.